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CATE validation - uplift uniform confidence bands

Open amarvenu opened this issue 1 year ago • 0 comments

Added additional functionality to the DRTester validation class to include uniform confidence bands (both two- and one-sided) for uplift curve plots, calculated via the multiplier bootstrap.

Modified files are:

  • econml/validate/* (main code files)
  • econml/tests/test_drtester.py (test cases)
  • notebooks/CATE validation.ipynb (example usage notebook)

Test cases were extended to include the modifications, maintaining 100% coverage: Screen Shot 2024-01-17 at 6 34 48 PM

Looking forward to any comments.

amarvenu avatar Jan 18 '24 02:01 amarvenu